Direxion Auspice Broad Commodity Strategy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.44% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9350 | 3.50 | |
| 0.1109 | 5.96 | |
| 0.8557 | 38.40 | |
| 0.1433 | 0.43 | |
| 0.4451 | 0.89 | |
| -1.5577 | -3.99 | |
| 1.8885 | 4.88 | |
| -1.2884 | -4.93 |
Estimation Period:
Mar 30, 2017 to Feb 6, 2026
Mar 30, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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